You W/L ratio doesn't matter. All that matters is your net average % return per trade. With good money management you could lose the majority of...
I cleaned up the data a bit and put it more in portfolio/investor terms. Now the contributed capital in the example is $100k with access of up to...
Hmmm So you're saying I should take the overall average daily gain, subtract the daily Rf, and divide by the StDev of the daily hi/lo average?...
Here's the first set of backtest results. To maintain discretion I posted only values and no equations, etc, but it should be enough to provide...
In my opinion.... due to the market's natural upward tendencies and human optimism bias there is a much better chance of seeing buying support in...
So the average between the best day and worst day? For each year? 4 data points? Best = +100% Worst = -80% Avg = 10%? Sorry I'm not...
Great. The StDev part is confusing me. What data do I plug in for the StDev calc? Is it the daily % changes over the time period?
psytrade/ Great response... will look over it in further depth. I'm calculating the Sharpe right now. If you have a second, I'd appreciate...
I've developed a long-only, intraday system and am in the process of backtesting the algo. Hopefully the community can provide a little guidance....
ugh
Lack of patience on two fronts caused today's losses. Closed CIEN out early at 10.50 on 10.09 premarket long entry. I knew the fundies, knew...
Was much more patient - only traded 5600 shares. Record day for me.
Still not selective enough
Everything I could have done wrong, I did.
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